相关论文: Discussion of "Frequentist coverage of adaptive no…

Two contributions to the discussion of Fearnhead P. and D. Prangle (2012). Constructing summary statistics for approximate Bayesian computation: Semi-automatic approx- imate Bayesian computation, J. Roy. Statist. Soc. B, 74 (3).

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…

These are the written discussions of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al. (2002), following the discussions given at the Annual Meeting of the Royal Statistical Society in Newcastle-upon-Tyne…

We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…

We investigate and extend the conformal prediction method due to Vovk,Gammerman and Shafer (2005) to construct nonparametric prediction regions. These regions have guaranteed distribution free, finite sample coverage, without any…

A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…

We provide a reply to a comment by I. Goychuk arXiv:1501.06996 [cond-mat.stat-mech] (not under active consideration with Phys. Rev. Lett.) on our Letter A. Rebenshtok, S. Denisov, P. H\"anggi, and E. Barkai, {\em Phys. Rev. Lett.} {\bf…

This is the rejoinder to the discussion by Kennedy, Balakrishnan and Wasserman on the paper "On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning" published in…

Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

Comment on "Enhanced transmission through periodic arrays of subwavelength holes: the role of localized waveguide resonances" [Phys.Rev.Lett. 96, 233901 (2006)]

A response to a letter to the editor by Schilling regarding Bartroff, Lorden, and Wang ("Optimal and fast confidence intervals for hypergeometric successes" 2022, arXiv:2109.05624)

We propose an adaptive confidence interval procedure (CIP) for the coefficients in the normal linear regression model. This procedure has a frequentist coverage rate that is constant as a function of the model parameters, yet provides…

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

We investigate the relation between frequentist and Bayesian approaches. Namely, we find the "frequentist" Bayes prior \pi_{f}(\lambda,x_{obs}) = -\frac{\int_{-\infty}^{x_{obs}}\frac{\partial f(x,\lambda)}{\partial…

This is a discussion on "Sparse graphs using exchangeable random measures" by Francois Caron and Emily B. Fox, published in Journal of the Royal Statistical Society, Series B, 2017.

Motivated by the need to analyze large, decentralized datasets, distributed Bayesian inference has become a critical research area across multiple fields, including statistics, electrical engineering, and economics. This paper establishes…

Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables…

This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply from the authors.

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions.…